CME Pit-Traded Corn Future March 2013
Trading Metrics calculated at close of trading on 02-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2012 |
02-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
792-4 |
794-0 |
1-4 |
0.2% |
776-4 |
High |
800-0 |
802-0 |
2-0 |
0.3% |
787-4 |
Low |
782-0 |
791-0 |
9-0 |
1.2% |
737-0 |
Close |
799-0 |
797-4 |
-1-4 |
-0.2% |
787-4 |
Range |
18-0 |
11-0 |
-7-0 |
-38.9% |
50-4 |
ATR |
17-5 |
17-1 |
-0-4 |
-2.7% |
0-0 |
Volume |
15,026 |
23,989 |
8,963 |
59.6% |
116,943 |
|
Daily Pivots for day following 02-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
829-7 |
824-5 |
803-4 |
|
R3 |
818-7 |
813-5 |
800-4 |
|
R2 |
807-7 |
807-7 |
799-4 |
|
R1 |
802-5 |
802-5 |
798-4 |
805-2 |
PP |
796-7 |
796-7 |
796-7 |
798-1 |
S1 |
791-5 |
791-5 |
796-4 |
794-2 |
S2 |
785-7 |
785-7 |
795-4 |
|
S3 |
774-7 |
780-5 |
794-4 |
|
S4 |
763-7 |
769-5 |
791-4 |
|
|
Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
922-1 |
905-3 |
815-2 |
|
R3 |
871-5 |
854-7 |
801-3 |
|
R2 |
821-1 |
821-1 |
796-6 |
|
R1 |
804-3 |
804-3 |
792-1 |
812-6 |
PP |
770-5 |
770-5 |
770-5 |
774-7 |
S1 |
753-7 |
753-7 |
782-7 |
762-2 |
S2 |
720-1 |
720-1 |
778-2 |
|
S3 |
669-5 |
703-3 |
773-5 |
|
S4 |
619-1 |
652-7 |
759-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
808-4 |
782-0 |
26-4 |
3.3% |
8-2 |
1.0% |
58% |
False |
False |
17,422 |
10 |
808-4 |
737-0 |
71-4 |
9.0% |
9-0 |
1.1% |
85% |
False |
False |
23,804 |
20 |
808-4 |
696-0 |
112-4 |
14.1% |
11-1 |
1.4% |
90% |
False |
False |
25,931 |
40 |
808-4 |
518-4 |
290-0 |
36.4% |
8-5 |
1.1% |
96% |
False |
False |
21,129 |
60 |
808-4 |
514-0 |
294-4 |
36.9% |
7-1 |
0.9% |
96% |
False |
False |
16,921 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
848-6 |
2.618 |
830-6 |
1.618 |
819-6 |
1.000 |
813-0 |
0.618 |
808-6 |
HIGH |
802-0 |
0.618 |
797-6 |
0.500 |
796-4 |
0.382 |
795-2 |
LOW |
791-0 |
0.618 |
784-2 |
1.000 |
780-0 |
1.618 |
773-2 |
2.618 |
762-2 |
4.250 |
744-2 |
|
|
Fisher Pivots for day following 02-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
797-1 |
796-1 |
PP |
796-7 |
794-7 |
S1 |
796-4 |
793-4 |
|